+12,054.6%
ADP vs CI
+8,153.0%
+3,901.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +7.4% | +1.0% | +6.3% | +7.1% |
| 30D | +17.1% | +9.9% | +7.2% | +14.5% |
| 3M | +14.4% | +12.1% | +2.4% | +11.3% |
| 6M | +47.9% | +10.6% | +37.3% | +43.9% |
| YTD | +22.1% | +11.4% | +10.7% | +18.3% |
| 1Y | +21.8% | +18.8% | +3.0% | +16.2% |
| 3Y | +50.5% | +2.9% | +47.6% | +45.2% |
| 5Y | +49.6% | +54.5% | -5.0% | +29.7% |
| 10Y | +329.3% | +175.7% | +153.5% | +217.6% |
| All | +12,054.6% | +8,153.0% | +3,901.6% | +3,332.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling